A Regression Problem for Time-Continuous Processes
N. P. Rasulov, Александр Семенович Холево · Theory of Probability and Its Applications · 1979
Previous article Next article A Regression Problem for Time-Continuous ProcessesN. P. Rasulov and A. S. KholevoN. P. Rasulov and A. S. Kholevohttps://doi.org/10.1137/1123089PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] Rolf K. Adenstedt, On large-sample estimation for the mean of a stationary random sequence, Ann. Statist., 2 (1974), 1095–1107 MR0368354 0296.62081 CrossrefGoogle Scholar[2] N. P. Rasulov, On asymptotically efficient estimates of regression coefficients under spectral density of noise degeneration, Theory Prob. Applications, 21 (1976), 316–324 10.1137/1121036 0368.62078 LinkGoogle Scholar[3] I. A. Ibragimov, On the asymptotic behavior of prediction errors, Theory Prob. Applications, 9 (1964), 627–634 10.1137/1109085 0146.40803 LinkGoogle Scholar[4] K. O. Dzhaparidze, Estimation of parameters of a spectral density with fixed zeroes, Theory Prob. Applications, 22 (708–729), 1977– 0395.60039 Google Scholar[5] A. S. Kholevo, On estimates of regression coefficients, Theory Prob. Applications, 14 (1969), 79–104 10.1137/1114008 LinkGoogle Scholar[6] A. S. Kholevo, On the asymptotic efficiency of pseudobest estimates, Theory Prob. Applications, 16 (1971), 516–527 10.1137/1116055 0246.62089 LinkGoogle Scholar[7] I. M. Gel'fand and , N. Ya. Vilenkin, Generalized functions. Vol. 4, Academic Press [Harcourt Brace Jovanovich Publishers], New York, 1964 [1977]xiv+384 MR0435834 0115.33101 Google Scholar[8] Il'dar Abdulovich Ibragimov and , Y. A. Rozanov, Gaussian random processes, Applications of Mathematics, Vol. 9, Springer-Verlag, New York, 1978x+275 MR543837 0392.60037 CrossrefGoogle Scholar[9] N. I. Akhiezer, Lectures on Approximation Theory, Nauka, Moscow, 1965, (In Russian.) Google Scholar[10] M. G. Krei˘n, On a new method of solution of linear integral equations of first and second kinds, Dokl. Akad. Nauk SSSR (N.S.), 100 (1955), 413–416, (In Russian.) MR0073060 Google Scholar[11] E. T. Whittaker and , G. N. Watson, Course in Modern Analysis, Part I, Cambridge University Press, 1943 Google Scholar[12] G. M. Molčan and , Ju. I. Golosov, Gaussian stationary processes with asymptotically a power spectrum, Dokl. Akad. Nauk SSSR, 184 (1969), 546–549, (In Russian.) MR0242247 Google Scholar[13] Rolf K. Adenstedt and , Bennett Eisenberg, Linear estimation of regression coefficients, Quart. Appl. Math., 32 (1974/75), 317–327 MR0433734 0296.62052 Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails On a Regression Problem for Random ProcessesS. P. Chistyakov1 August 2006 | Theory of Probability & Its Applications, Vol. 31, No. 1AbstractPDF (416 KB) Volume 23, Issue 4| 1979Theory of Probability & Its Applications History Submitted:15 March 1978Published online:17 July 2006 InformationCopyright © 1979 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1123089Article page range:pp. 731-740ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics